Product Developer, Counterparty Credit Risk – Loans Stress Loss (AVP)

• 3 to 5 years of experience in Technology Finance. Experience in Counterparty Credit Risk management is a plus.
• Proficiency in Tableau, Python and Excel, applied to data investigation, exposure analysis, and reporting.
• Ability to conduct business analysis, troubleshoot data quality issues, and perform both exploratory and descriptive analysis of complex financial datasets.
• Comfortable carrying out detailed data investigations under tight timescales, maintaining a high degree of accuracy throughout.
• Ability to structure ambiguous problems, develop practical solutions, and follow through to delivery.
• Clear and effective communicator, able to engage and align stakeholders across technology and business functions.
• Familiarity with risk measurement methodologies and the key drivers within those calculations.

• Intellectual curiosity and a conceptual mindset that drives proactive identification of new opportunities for process or system improvement.
• Established track record of building and maintaining professional networks across internal and external stakeholders.
• Experience contributing to technology delivery processes, such as writing business requirements or coordinating system testing.

Citi is looking for a Product Developer to join its Counterparty Credit Risk team, where you will serve as the critical link between Technology and business stakeholders - including Risk, the Desk, and Underwriters - with a focus on Loans Stress Loss analysis and delivery. In this role, you will directly influence the accuracy, integrity, and development of risk exposure reporting and systems that shape decision-making across the business. Your work will have tangible impact on the effectiveness of a key risk function within Citi's global banking operations.

• Analyse and validate total outstanding and unused committed credit exposure, along with associated Loans Stress Loss figures, to ensure accuracy and integrity of risk reporting.
• Identify the root causes of exposure movements and partner with underwriters, business teams, and the Portfolio Management Group to investigate and confirm findings.
• Investigate irregular or unexpected changes in exposure data, coordinating with relevant teams to diagnose and resolve issues spanning collateral, trade bookings, data quality, and model outputs.
• Partner with business and technology stakeholders to improve and enhance systems and processes related to Loans Stress Loss, including gathering requirements, producing business requirements documentation, and coordinating user acceptance testing.
• Identify and recommend solutions across data analytics, reporting, relationship management systems, trade workflows, and trade processing to improve operational effectiveness.
• Assess risk implications when business decisions are made, ensuring actions uphold Citi's standards, comply with applicable regulations, and are escalated transparently where required.